XN000022-1994-10-10 — Page 27

26

MONDAY, OCTOBER 10, 1994

HONG KONG MONETARY AUTHORITY

MONEY MARKET OPERATIONS

* *

MILLION

TIME (HOURS)

CUMULATIVE CHANGE

($ MILLION)

OPENING BALANCE IN THE ACCOUNT

1,396

0930

+1,078

CLOSING BALANCE IN THE ACCOUNT

1,974

1000

+1,078

CHANGE ATTRIBUTABLE TO :

1100

+1,058

MONEY MARKET ACTIVITY

+1,058

1200

+1,058

LAF TODAY

-480

1500

+1,058

1600

+1,058

LAF RATE 3.00 BID/5.00 OFFER

TWI

TWI 122.0 *+0.1#

10.10.94

HONG KONG MONETARY AUTHORITY

EF BILLS

EF NOTES/HONG KONG GOVERNMENT BONDS

TERMS

YIELD

TERM

ISSUE

COUPON PRICE

YIELD

1 WEEK

4.58

20 MONTHS

2605

6.35

100.21

6.30

1 MONTH

4.65

23 MONTHS

2608

6.15

99.55

6.51

3 MONTHS

4.93

31 MONTHS

3704

6.15

98.22

7.04

6 MONTHS

5.16

34 MONTHS

3707

6.95

99.64

7.21

12 MONTHS

5.79

60 MONTHS

5909

7.45

98.37

8.01

TOTAL TURNOVER OF BILLS AND BONDS

45,045 MN

CLOSED 10 OCTOBER 1994